About this Journal Submit a Manuscript Table of Contents
ISRN Discrete Mathematics
VolumeΒ 2012Β (2012), Article IDΒ 758721, 6 pages
Research Article

Uniqueness of the Infinite Component for Percolation on a Hierarchical Lattice

Institute for Cyber Security, University of Texas at San Antonio, San Antonio, TX 78249, USA

Received 5 July 2012; Accepted 16 August 2012

Academic Editors: U. A.Β Rozikov and X.Β Yong

Copyright Β© 2012 Yilun Shang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We study a long-range percolation in the hierarchical lattice Ω𝑁 of order 𝑁 where probability of connection between two nodes separated by distance π‘˜ is of the form min{π›Όπ›½βˆ’π‘˜,1}, 𝛼β‰₯0 and 𝛽>0. We show the uniqueness of the infinite component for this model.

1. Introduction

Percolation theory in the Euclidean lattice ℀𝑑 started with the work of Broadbent and Hammersley in 1957. The infinity of the space of sites (or vertices) and its geometry are principal features of this model, see for example [1, 2]. Some questions of percolation in other non-Euclidean infinite systems are formulated in [3]. The study of long-range percolation on ℀𝑑 traces back to [4] and leads to a range of interesting results in probability theory and statistical physics [5–9]. On the other hand, hierarchical structures have been used in applications in the physics, genetics, and social sciences thanks to the multiscale organization of many natural objects [10–13].

Recently, long-range percolation is studied on the hierarchical lattice Ω𝑁 of order 𝑁 (to be defined below), where classical methods for the usual lattice break down. The asymptotic long-range percolation on Ω𝑁 is addressed in [14] for π‘β†’βˆž. The works [15–17], analyze the phase transition of long-range percolation on Ω𝑁 for finite 𝑁 using different connection probabilities and methodologies. The contact process on Ω𝑁 for fixed 𝑁 has been investigated in [18]. In this paper, we investigate the question of uniqueness of infinite component in percolation on Ω𝑁 for fixed 𝑁. The form of the connection probabilities used here follows from a prior work [17].

For an integer 𝑁β‰₯2, we define the set Ω𝑁π‘₯∢=𝐱=1,π‘₯2ξ€Έ,β€¦βˆΆπ‘₯π‘–βˆˆπ‘₯{0,1,…,π‘βˆ’1},𝑖=1,2,…,𝑖,β‰ 0onlyforfinitelymany𝑖(1.1) and define a metric 𝑑 on it: 𝑑(𝐱,𝐲)=0,𝐱=𝐲,maxπ‘–βˆΆπ‘₯𝑖≠𝑦𝑖,𝐱≠𝐲.(1.2) The pair (Ω𝑁,𝑑) is called the hierarchical lattice of order 𝑁, which may be thought of as the set of leaves at the bottom of an infinite regular tree without a root, where the distance between two nodes is the number of levels (generations) from the bottom to their most recent common ancestor. Figure 1 shows the lattice Ξ©2 along with its metric generating tree.

Figure 1: An illustration of hierarchical lattice Ξ©2 of order 2. The distances between three nodes 𝟎=(0,0,0,…), 𝐱=(1,0,0,…) and 𝐲=(0,1,0,…) are 𝑑(𝟎,𝐱)=1 and 𝑑(𝟎,𝐲)=𝑑(𝐱,𝐲)=2.

Such a distance 𝑑 satisfies the strong triangle inequality 𝑑(𝐱,𝐲)≀max{𝑑(𝐱,𝐳),𝑑(𝐳,𝐲)},(1.3) for any triple 𝐱,𝐲,π³βˆˆΞ©π‘. Hence, (Ω𝑁,𝑑) is an ultrametric (or non-Archimedean) space [19]. From its ultrametricity, it is clear that for every π±βˆˆΞ©π‘ that there are (π‘βˆ’1)π‘π‘˜βˆ’1 nodes at distance π‘˜ from it.

Now consider a long-range percolation on Ω𝑁. For each π‘˜β‰₯1, the probability of connection between 𝐱 and 𝐲 such that 𝑑(𝐱,𝐲)=π‘˜ is given by π‘π‘˜ξ‚»π›Ό=minπ›½π‘˜ξ‚Ό,,1(1.4) where 0≀𝛼<∞ and 0<𝛽<∞, all connections being independent. Two vertices 𝐱,π²βˆˆΞ©π‘ are in the same component if there exists a finite sequence 𝐱=𝐱0,𝐱1,…,𝐱𝑛=𝐲 of vertices such that each pair (π±π‘–βˆ’1,𝐱𝑖), 𝑖=1,…,𝑛, of vertices presents an edge.

The rest of the paper is organized as follows. In Section 2, we provide the uniqueness result and Section 3 is devoted to the proof.

2. Main results

Let β„• be the nonnegative integers including 0, and denote by β„“βˆΆ=min{π‘˜βˆˆβ„•βˆΆπ›Όβ‰€π›½π‘˜+1}. Let |𝑆| be the size of a set 𝑆. The connected component containing the node π±βˆˆΞ©π‘ is denoted by 𝐢(𝐱). Since, for every node 𝐱, |𝐢(𝐱)| has the same distribution, it suffices to consider only |𝐢(𝟎)|. The percolation probability is defined as πœƒξ€·||𝐢||ξ€Έ(𝛼,𝛽)∢=𝑃(𝟎)=∞,(2.1) and the critical percolation value is defined as 𝛼𝑐(𝛽)∢=inf{𝛼β‰₯0βˆΆπœƒ(𝛼,𝛽)>0}.(2.2) The following theorem characterizes the phase transition for this model.

Theorem 2.1 (see [17]). (i) If 𝛽≀𝑁, then 𝛼𝑐(𝛽)=0.(ii) If 𝑁<𝛽<𝑁2, then 0<𝛼𝑐(𝛽)<∞.(iii) If 𝛽β‰₯𝑁2, then 𝛼𝑐(𝛽)=∞.

The uniqueness of infinite component is established in the following result.

Theorem 2.2. For 0≀𝛼<∞ and 0<𝛽<∞, there is at most one infinite component almost surely.

3. Proof of Theorem 2.2

For any node π±βˆˆΞ©π‘, define π΅π‘Ÿ(𝐱) the ball of radius π‘Ÿ around 𝐱, that is, π΅π‘Ÿ(𝐱)={π²βˆΆπ‘‘(𝐱,𝐲)β‰€π‘Ÿ}. From this definition, we make the following observations. Firstly, for any π±βˆˆΞ©π‘, π΅π‘Ÿ(𝐱) contains π‘π‘Ÿ vertices. Secondly, π΅π‘Ÿ(𝐱)=π΅π‘Ÿ(𝐲) if 𝑑(𝐱,𝐲)β‰€π‘Ÿ. Finally, for any 𝐱, 𝐲, and π‘Ÿ, we either have π΅π‘Ÿ(𝐱)=π΅π‘Ÿ(𝐲) or π΅π‘Ÿ(𝐱)βˆ©π΅π‘Ÿ(𝐲)=βˆ….

The proof of Theorem 2.2 follows the idea in [16, Theorem 1.2] and is based on several lemmas.

Lemma 3.1 (see [20]). Consider long range percolation on ℀𝑑 with the properties (i)the model is translation-invariant(ii)the model satisfies the positive finite energy condition. Then there can be at most one infinite component almost surely.

Lemma 3.2. The original metric generating tree (as shown in Figure 1) can be embedded into β„€ in a stationary way.

Proof. We will prove this lemma in two steps. (i)Construct a new metric generating tree, which is isomorphic to the original metric generating tree.(ii)The new metric generating tree is stationary on β„€.
To show step (i), we first describe the construction roughly and then provide the formal construction. The new metric generating tree embeds into β„€ in such a way that for every π‘Ÿβˆˆβ„•, (a) any ball of radius π‘Ÿ will be represented by π‘π‘Ÿ consecutive integers and (b) the collection of balls of radius π‘Ÿ partitions β„€.
We choose 𝐡1(𝟎) uniformly at random among all 𝑁 possible collections of 𝑁 consecutive integers containing the origin 0 in β„€. Given the choice of 𝐡1(𝟎), all other balls of radius 1 can be defined, although not specified at this point, by the above criteria (a) and (b). Next, the ball 𝐡2(𝟎) is a union of 𝑁 balls of radius 1 and contains 𝐡1(𝟎). Since any ball of radius 2 is a collection of 𝑁2 consecutive integers, there are 𝑁 possible ways to achieve this. We choose one of the 𝑁 possible ways to do this with probability 1/𝑁 each. Once we have chosen 𝐡2(𝟎), all other balls of radius 2 are determined for the same reason as above. We continue this procedure to obtain the new metric generating tree, which is embedded in β„€. To get a picture of this, we illustrate in Figure 2 a possible implementation for 𝑁=2.
Now we formalize the above construction. We choose the probability space as the unit interval [0,1] with Borel sigma field and Lebesgue measure. For πœ‚βˆˆ[0,1], denote by πœ‚=0β‹…πœ‚1πœ‚2β‹― the 𝑁-adic expansion. In other words, πœ‚=βˆžξ“π‘˜=1πœ‚π‘˜π‘βˆ’π‘˜,(3.1) where we assume that the expansion for πœ‚ is unique without loss of generality. In the above construction, for each π‘Ÿ, π΅π‘Ÿβˆ’1(𝟎) is one of the balls of radius π‘Ÿβˆ’1 among the balls making up π΅π‘Ÿ(𝟎). The new metric generating tree corresponding to πœ‚ is obtained as follows. We let π΅π‘Ÿ(𝟎) be such that π΅π‘Ÿβˆ’1(𝟎) is the (πœ‚π‘Ÿ+1)-st ball in π΅π‘Ÿ(𝟎) from left to right. In Figure 2, we can see, for example, πœ‚1=πœ‚3=0 and πœ‚2=1. It is clear that this construction formalize the informal description given earlier. By first identifying the 𝟎 in Figure 1 and 𝟎 in Figure 2, and then building up the balls π΅π‘Ÿ(𝟎) for π‘Ÿ=1,2,…, in that order, we can see that the new metric generating tree is isomorphic to the original one.
Next, we move to step (ii). Let 𝑓 be the map that assigns to each πœ‚ a new metric generating tree as before. The map 𝑓 is invertible on a set of complete Lebesgue measure. Denote by 𝑙 the left-shift transformation, which translates the edges over one unit to the left on the new metric generating trees. Let the transformation π‘”βˆΆ[0,1]β†’[0,1] correspond to the left-shift transformation 𝑙 on the space of new metric generating trees in the sense that π‘“βˆ˜π‘”=π‘™βˆ˜π‘“ (see Figure 3), hence 𝑙=π‘“π‘”π‘“βˆ’1. Let 𝐴(πœ‚)∢=min{π‘˜βˆΆπœ‚π‘˜β‰ π‘βˆ’1}, and then we can see that the 𝑖th digit in 𝑔(πœ‚), 𝑔(πœ‚)𝑖, is given by 𝑔(πœ‚)𝑖=⎧βŽͺ⎨βŽͺβŽ©πœ‚0,𝑖<𝐴(πœ‚),π‘–πœ‚+1,𝑖=𝐴(πœ‚),𝑖,𝑖>𝐴(πœ‚).(3.2) Furthermore, Lebesgue measure is invariant under the action of 𝑔, which implies that the construction of new random metric generating tree is stationary on β„€.

Figure 2: A realization of a new metric generating tree for 𝑁=2. 𝐡1(𝟎) corresponds to {0,1}, 𝐡2(𝟎) corresponds to {βˆ’2,βˆ’1,0,1}, and 𝐡3(𝟎) corresponds to {βˆ’2,βˆ’1,0,1,2,3,4,5}.
Figure 3: The commutative diagram.

Now we are at the stage to prove Theorem 2.2.

Proof of Theorem 2.2. We assign a uniformly-[0,1] distributed random variable 𝛿𝑒 to each edge 𝑒 in such a way that the collection is independent. Given a new metric generating tree, an edge 𝑒 is said to be open if 𝛿𝑒≀min{π›Όπ›½βˆ’|𝑒|,1}, where |𝑒| denotes the length of 𝑒. This gives a realization of the percolation process with the correct distribution and shows that the whole long-rang percolation process on the hierarchical lattice can be embedded as a stationary percolation process on β„€ involving Lemma 3.2.
For any 0<𝛼<∞ and 0<𝛽<∞, every pair of vertices are connected by an edge with positive probability, irrespective of the presence or absence of other edges. Therefore, the positive finite energy condition is satisfied. The result then follows from Lemma 3.1. As for 𝛼=0, the result is immediate.

To conclude the paper, we mention that the uniqueness of infinite component has also been proved in [15, 16] for connection probabilities π‘π‘˜=π‘π‘˜π‘βˆ’π‘˜(1+𝛿) with 𝛿>βˆ’1 and π‘π‘˜=1βˆ’exp(βˆ’π›½βˆ’π‘˜π›Ό), respectively.


The author would like to thank the referees who provided valuable suggestions and helpful comments.


  1. B. Bollobás and O. Riordan, Percolation, Cambridge University Press, New York, NY, USA, 2006.
  2. G. Grimmett, Percolation, vol. 321, Springer, Berlin, Germany, 2nd edition, 1999.
  3. I. Benjamini and O. Schramm, β€œPercolation beyond d, many questions and a few answers,” Electronic Communications in Probability, vol. 1, pp. 71–82, 1996. View at Publisher Β· View at Google Scholar
  4. Z. Q. Zhang, F. C. Pu, and B. Z. Li, β€œLong-range percolation in one dimension,” Journal of Physics. A, vol. 16, no. 3, pp. L85–L89, 1983. View at Publisher Β· View at Google Scholar
  5. M. Aizenman and C. M. Newman, β€œDiscontinuity of the percolation density in one-dimensional 1/|x-y|2 percolation models,” Communications in Mathematical Physics, vol. 107, no. 4, pp. 611–647, 1986. View at Publisher Β· View at Google Scholar Β· View at Zentralblatt MATH
  6. N. Berger, β€œTransience, recurrence and critical behavior for long-range percolation,” Communications in Mathematical Physics, vol. 226, no. 3, pp. 531–558, 2002. View at Publisher Β· View at Google Scholar Β· View at Zentralblatt MATH
  7. M. Biskup, β€œOn the scaling of the chemical distance in long-range percolation models,” The Annals of Probability, vol. 32, no. 4, pp. 2938–2977, 2004. View at Publisher Β· View at Google Scholar Β· View at Zentralblatt MATH
  8. D. Coppersmith, D. Gamarnik, and M. Sviridenko, β€œThe diameter of a long-range percolation graph,” Random Structures & Algorithms, vol. 21, no. 1, pp. 1–13, 2002. View at Publisher Β· View at Google Scholar Β· View at Zentralblatt MATH
  9. P. Trapman, β€œThe growth of the infinite long-range percolation cluster,” The Annals of Probability, vol. 38, no. 4, pp. 1583–1608, 2010. View at Publisher Β· View at Google Scholar Β· View at Zentralblatt MATH
  10. A. L. Barabási and E. Ravaz, β€œHierarchical organization in complex networks,” Physical Review E, vol. 67, Article ID 026112, 2003. View at Google Scholar
  11. R. Rammal, G. Toulouse, and M. A. Virasoro, β€œUltrametricity for physicists,” Reviews of Modern Physics, vol. 58, no. 3, pp. 765–788, 1986. View at Publisher Β· View at Google Scholar
  12. Y. Shang, β€œLeader-following consensus problems with a time-varying leader under measurement noises,” Advances in Dynamical Systems and Applications, vol. 6, pp. 255–270, 2011. View at Google Scholar
  13. J. Shen, β€œCucker-Smale flocking under hierarchical leadership,” SIAM Journal on Applied Mathematics, vol. 68, no. 3, pp. 694–719, 2007/08. View at Publisher Β· View at Google Scholar
  14. D. A. Dawson and L. G. Gorostiza, β€œPercolation in a hierarchical random graph,” Communications on Stochastic Analysis, vol. 1, no. 1, pp. 29–47, 2007. View at Google Scholar
  15. D. A. Dawson and L. G. Gorostiza, β€œPercolation in an ultrametric space,” submitted, http://arxiv.org/abs/1006.4400.
  16. V. Koval, R. Meester, and P. Trapman, β€œLong-range percolation on the hierarchical lattice,” Electronic Journal of Probability, vol. 17, no. 57, 2012. View at Google Scholar
  17. Y. Shang, β€œPercolation in a hierarchical lattice,” Zeitschrift für Naturforschung, vol. 67a, no. 5, pp. 225–229, 2012. View at Google Scholar
  18. S. R. Athreya and J. M. Swart, β€œSurvival of contact processes on the hierarchical group,” Probability Theory and Related Fields, vol. 147, no. 3-4, pp. 529–563, 2010. View at Publisher Β· View at Google Scholar Β· View at Zentralblatt MATH
  19. P. Schneider, Nonarchimedean Functional Analysis, Springer, Berlin, Germany, 2002.
  20. A. Gandolfi, M. S. Keane, and C. M. Newman, β€œUniqueness of the infinite component in a random graph with applications to percolation and spin glasses,” Probability Theory and Related Fields, vol. 92, no. 4, pp. 511–527, 1992. View at Publisher Β· View at Google Scholar Β· View at Zentralblatt MATH